European option exercise dates, specified as a
NINST-by-1 vector using serial date numbers,
date character vectors, datetimes, or string arrays.

Note

For a European option, there is only one ExerciseDates on the
option expiry date.

Data Types: double | char | datetime | string

Name-Value Pair Arguments

Specify optional
comma-separated pairs of Name,Value arguments. Name is
the argument name and Value is the corresponding value.
Name must appear inside quotes. You can specify several name and value
pair arguments in any order as
Name1,Value1,...,NameN,ValueN.

Output Arguments

Price — Expected prices for fixed Asian optionsvector

More About

Asian Option

An Asian option is a path-dependent option with
a payoff linked to the average value of the underlying asset during the life (or some part
of the life) of the option.

Asian options are similar to lookback options in that there are two types of Asian
options: fixed (average price option) and floating (average strike option). Fixed Asian
options have a specified strike, while floating Asian options have a strike equal to the
average value of the underlying asset over the life of the option. For more information, see
Asian Option.

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